Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'882 CHF | 509'882 CHF | 97.95% | 97.95% |
19.11.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'902 CHF | 506'902 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'237 CHF | 509'237 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'204 CHF | 510'204 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 101.70 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'039 CHF | 512'039 CHF | 100.00% | 100.00% |
13.11.2024 | 0.79% | 101.60 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 507'028 CHF | 511'028 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'796 CHF | 512'796 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 101.40 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'972 CHF | 510'972 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'711 CHF | 506'711 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'938 CHF | 508'938 CHF | 99.23% | 99.23% |